Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.566 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47827.16 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46432.27 Kr¶

PnL: ---------------------------------------> -456.3 Kr¶

DD now: ---------------------------------> -1.651 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 16:20:26.350131'

Anic Portfolio¶

Today¶

Return: -0.431 %¶

This Week¶

Return: 0.618 %¶

Total¶

Return: 56.574 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.440000 2870.000000 234.000000 8.880000 2636.000010
Beijer Electronics Group 26 -0.330000 3146.000000 175.000000 5.890000 2971.000006
Corem Property Group B 59 -3.780000 660.800000 83.800000 14.520000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -4.840000 436.600000 81.600000 22.990000 355.000000
Boozt 12 1.560000 1720.800000 66.800000 4.040000 1653.999996
HMS Networks 2 0.170000 718.400000 45.400000 6.750000 673.000000
OEM International B 7 1.400000 556.500000 28.500000 5.400000 527.999997
Intrum 4 0.550000 548.800000 21.800000 4.140000 527.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Essity A 4 0.340000 1168.000000 19.000000 1.650000 1149.000000
Karnov Group 9 0.160000 552.600000 16.600000 3.100000 536.000004
Coor Service Management Hold. 8 -0.510000 546.800000 14.800000 2.780000 532.000000
SAAB B 8 1.780000 3390.400000 13.400000 0.400000 3377.000000
Samhällsbyggnadsbo. i Norden D 12 -4.270000 258.480000 12.480000 5.070000 246.000000
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Essity B 2 0.140000 583.600000 9.600000 1.670000 574.000000
AcadeMedia 12 -0.550000 560.880000 3.880000 0.700000 557.000004
FM Mattsson Mora Group B 50 -1.350000 2930.000000 3.000000 0.100000 2927.000000
Fastighetsbolag. Emilshus Pref 21 -2.890000 564.900000 2.900000 0.520000 562.000005
Resurs Holding 22 -1.540000 576.840000 2.840000 0.490000 573.999998
Midsona B 63 -4.140000 584.010000 1.010000 0.170000 582.999984
Norva24 Group 16 -1.790000 544.000000 1.000000 0.180000 543.000000
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Securitas B 6 -0.020000 570.000000 0.000000 0.000000 570.000000
CTEK 13 -1.870000 531.440000 -2.560000 -0.480000 533.999999
Handelsbanken A 5 -1.320000 542.250000 -3.750000 -0.690000 546.000000
Swedbank A 3 -0.720000 559.800000 -4.200000 -0.740000 564.000000
Nordea Bank Abp 29 -0.570000 3448.680000 -5.320000 -0.150000 3453.999992
International Petroleum Corp. 5 1.500000 543.000000 -51.570000 -8.670000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
Sampo Oyj SDB 7 -0.280000 3783.500000 -66.500000 -1.730000 3850.000000
OX2 18 0.120000 1504.800000 -159.200000 -9.570000 1663.999992
Axfood 13 0.250000 3589.300000 -166.700000 -4.440000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -3.800000 2896.400000 -465.600000 -13.850000 3361.999992
TOTAL 46432.270000 -456.300000 -1.65069% 46888.564618

Updated:¶

'2023-01-17 16:20:38.838841'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶